V-Lab: Saputo Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Saputo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.05% (-1.12%)

Analysis last updated: Tuesday, April 30, 2024 at 01:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2720	3.78
$α$	0.0564	41.15
$β$	0.9911	427.55
$ν$	4	13.41

Estimation Period:
Oct 15, 1997 to Apr 19, 2024